Nikkei 500 GJR-GARCH Volatility Analysis
Volatility prediction for Thursday, June 11th, 2026
1 Day
23.56%
decreased by 1.58%
1 Week
23.38%
decreased by 1.76%
1 Month
22.78%
decreased by 2.36%
Analysis last updated: Wednesday, June 10, 2026 at 07:03 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0517 | 30.45 | |
| 0.0441 | 13.72 | |
| 0.8557 | 357.60 | |
| 0.1376 | 17.54 |
Estimation Period:
Jan 2, 1990 to Jun 5, 2026
Jan 2, 1990 to Jun 5, 2026
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